English

Entropic regularization of Monge's problem

Optimization and Control 2026-04-29 v2 Analysis of PDEs Functional Analysis Probability

Abstract

We study the vanishing-regularization limit of entropically regularized optimal transport (EOT) for the Euclidean distance cost c(x,y)=xyc(x,y)=\|x-y\| in dimension d>1d>1. We develop a comprehensive variational convergence framework that entails two main results. First, we resolve the longstanding entropic selection problem: the EOT minimizer converges to a distinguished optimal transport plan that is characterized explicitly as the solution of a constrained EOT problem on each transport ray. Denoting by ε>0\varepsilon>0 the regularization parameter, this selection holds for all o(ε)o(\varepsilon)-approximate minimizers, with sharp failure at the O(ε)O(\varepsilon) scale. Second, we establish an explicit second-order expansion of the entropic transport cost. The second-order term encodes the geometry of the regularization and reveals the optimal asymptotic tradeoff between entropy and transport cost.

Keywords

Cite

@article{arxiv.2604.21578,
  title  = {Entropic regularization of Monge's problem},
  author = {Marcel Nutz and Chenyang Zhong},
  journal= {arXiv preprint arXiv:2604.21578},
  year   = {2026}
}

Comments

v2 fixes a compilation issue of cleveref

R2 v1 2026-07-01T12:32:19.948Z